Two point priors and Γ-minimax estimating in families of uniform distributions
From MaRDI portal
Publication:3777224
DOI10.1007/BF02924510zbMath0637.62010MaRDI QIDQ3777224
Jürgen Eichenauer-Herrmann, Lanxiang Chen
Publication date: 1988
Published in: Statistical Papers (Search for Journal in Brave)
squared error loss; uniform distributions; gamma minimax estimator; two point prior; least favourable
62F10: Point estimation
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
62C99: Statistical decision theory
Related Items
Minimax estimation under convex loss when the parameter interval is bounded, Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\), Minimax estimators for a bounded location parameter, Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Estimating a bounded normal mean
- Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
- Uniform Approximation of Minimax Point Estimates
- On the „bayesification“ of the minimax principle
- Minimax Solution of Statistical Decision Problems by Iteration
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item